Noncentral F Distribution Functions

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Fisher F distribution.

Usage

non_central_f_pdf(x, df1, df2, lambda)

non_central_f_lpdf(x, df1, df2, lambda)

non_central_f_cdf(x, df1, df2, lambda)

non_central_f_lcdf(x, df1, df2, lambda)

non_central_f_quantile(p, df1, df2, lambda)

Arguments

x

quantile

df1

degrees of freedom for the numerator (df1 > 0)

df2

degrees of freedom for the denominator (df2 > 0)

lambda

noncentrality parameter (lambda >= 0)

p

probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Noncentral F distribution with df1 = 5, df2 = 2 and noncentrality
# parameter 1
non_central_f_pdf(1, 5, 2, 1)
#> [1] 0.3051418
non_central_f_lpdf(1, 5, 2, 1)
#> [1] -1.186979
non_central_f_cdf(1, 5, 2, 1)
#> [1] 0.3737987
non_central_f_lcdf(1, 5, 2, 1)
#> [1] -0.9840377
non_central_f_quantile(0.5, 5, 2, 1)
#> [1] 1.507635